+392.9%
BAC vs CDE
+61.6%
+331.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | -2.8% | +9.5% | -12.2% | -3.6% |
| 3M | +14.2% | +25.5% | -11.3% | +11.6% |
| 6M | +30.5% | -7.9% | +38.4% | +30.1% |
| YTD | +15.8% | +15.6% | +0.3% | +12.6% |
| 1Y | +26.2% | +34.0% | -7.9% | +20.4% |
| 3Y | +136.5% | +791.9% | -655.4% | +86.0% |
| 5Y | +75.9% | +197.7% | -121.8% | +45.8% |
| All | +392.9% | +61.6% | +331.3% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling